The themes which most stand out to me concern Nora's character development and how that represents both her historical context and her status as a woman. For most of the play, Torvald Helmer believes his wife to be a vapid, weak creature (often using silly animal pet names toward her), yet she strategically uses her limited resources to save his life—and he doesn't even know it. When the truth comes to light, Torvald is most concerned that his reputation will somehow be blemished because of his wife's illegal activities and goes so far as to tell her that she is a horrible mother to their children and can never be trusted alone with them again. He is shocked to find that Nora indeed possesses a strength he previously missed and pleads unsuccessfully for Nora not to leave him.
Based on this, a central theme I'd work with would be the strength of women in circumstances of adversity.
A thesis for the play could be something along these lines: Although Nora is continually underestimated by her husband, she proves herself capable of navigating a world designed to oppress her.
For the first example, you could use the forgery technique Nora employed to gain the money Torvald needed for medical treatment. She knew he wouldn't approve, so she didn't share this with him—and indeed saved his life. She obtains not only the money but quietly stashes back enough to pay back the loan, enduring her husband's insults about her spending habits. In this era, it was nearly impossible for women to earn money or to have property in their own names, so this shows great insight and resourcefulness on Nora's part, which Torvald never appreciates.
In the second example, you could examine Nora's decision to leave her entire family in response to learning the truth about Torvald. While she has been his devoted wife, she realizes that he has only wanted a pretty wife who does as she is told. He is not interested in a freely thinking wife who makes her own decisions, even if those decisions directly benefit him. When Nora realizes that her marriage is not based on love, she decides to leave her husband and children, which shocked the audiences in the late 1800s. Socially, this was heinous. In fact, some audiences demanded that Ibsen rewrite the ending. Since women could not own property and were not allowed to hold almost any form of employment, what would Nora do? Where would she go? How would she keep herself alive? And that's just the point. Nora realizes that no matter what fate awaits her, the future is better if it hinges on her own choices and not the oppressive influences of her husband.